+166.0%
CVX vs CLS
+3,459.5%
-3,293.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.1% | +0.3% |
| 7D | -0.6% | +12.8% | -13.4% | -1.2% |
| 30D | +13.4% | +3.8% | +9.6% | +13.1% |
| 3M | +11.8% | -14.6% | +26.5% | +12.3% |
| 6M | +12.4% | +32.2% | -19.8% | +8.6% |
| YTD | +41.5% | +11.6% | +29.9% | +37.8% |
| 1Y | +41.6% | +35.1% | +6.6% | +34.1% |
| 3Y | +42.2% | +1,312.5% | -1,270.3% | -8.5% |
| 5Y | +166.0% | +3,542.1% | -3,376.1% | +31.7% |
| All | +166.0% | +3,459.5% | -3,293.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling